Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.98 | — |
| Beta | 1 | — |
| Mean annual return | -0.21 | — |
| R-squared | 94 | — |
| Standard deviation | 19.02 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -6.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 88 | — |
| Standard deviation | 18.42 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | -0.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 90 | — |
| Standard deviation | 17.26 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 3.18K | — |
| 3-year earnings growth | 19.94 | — |